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swagger_client.TradeApi

All URIs are relative to https://localhost/api/v1

Method HTTP request Description
trade_get GET /trade Get Trades.
trade_get_bucketed GET /trade/bucketed Get previous trades in time buckets.

trade_get

list[Trade] trade_get(symbol=symbol, filter=filter, columns=columns, count=count, start=start, reverse=reverse, start_time=start_time, end_time=end_time)

Get Trades.

Please note that indices (symbols starting with .) post trades at intervals to the trade feed. These have a size of 0 and are used only to indicate a changing price. See the FIX Spec for explanations of these fields.

Example

from __future__ import print_function
import time
import swagger_client
from swagger_client.rest import ApiException
from pprint import pprint

# create an instance of the API class
api_instance = swagger_client.TradeApi()
symbol = 'symbol_example' # str | Instrument symbol. Send a bare series (e.g. XBU) to get data for the nearest expiring contract in that series.  You can also send a timeframe, e.g. `XBU:monthly`. Timeframes are `daily`, `weekly`, `monthly`, `quarterly`, and `biquarterly`. (optional)
filter = 'filter_example' # str | Generic table filter. Send JSON key/value pairs, such as `{\"key\": \"value\"}`. You can key on individual fields, and do more advanced querying on timestamps. See the [Timestamp Docs](https://www.bitmex.com/app/restAPI#Timestamp-Filters) for more details. (optional)
columns = 'columns_example' # str | Array of column names to fetch. If omitted, will return all columns.  Note that this method will always return item keys, even when not specified, so you may receive more columns that you expect. (optional)
count = 100 # float | Number of results to fetch. (optional) (default to 100)
start = 0 # float | Starting point for results. (optional) (default to 0)
reverse = false # bool | If true, will sort results newest first. (optional) (default to false)
start_time = '2013-10-20T19:20:30+01:00' # datetime | Starting date filter for results. (optional)
end_time = '2013-10-20T19:20:30+01:00' # datetime | Ending date filter for results. (optional)

try:
    # Get Trades.
    api_response = api_instance.trade_get(symbol=symbol, filter=filter, columns=columns, count=count, start=start, reverse=reverse, start_time=start_time, end_time=end_time)
    pprint(api_response)
except ApiException as e:
    print("Exception when calling TradeApi->trade_get: %s\n" % e)

Parameters

Name Type Description Notes
symbol str Instrument symbol. Send a bare series (e.g. XBU) to get data for the nearest expiring contract in that series. You can also send a timeframe, e.g. `XBU:monthly`. Timeframes are `daily`, `weekly`, `monthly`, `quarterly`, and `biquarterly`. [optional]
filter str Generic table filter. Send JSON key/value pairs, such as `{"key": "value"}`. You can key on individual fields, and do more advanced querying on timestamps. See the Timestamp Docs for more details. [optional]
columns str Array of column names to fetch. If omitted, will return all columns. Note that this method will always return item keys, even when not specified, so you may receive more columns that you expect. [optional]
count float Number of results to fetch. [optional] [default to 100]
start float Starting point for results. [optional] [default to 0]
reverse bool If true, will sort results newest first. [optional] [default to false]
start_time datetime Starting date filter for results. [optional]
end_time datetime Ending date filter for results. [optional]

Return type

list[Trade]

Authorization

No authorization required

HTTP request headers

  • Content-Type: application/json, application/x-www-form-urlencoded
  • Accept: application/json, application/xml, text/xml, application/javascript, text/javascript

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trade_get_bucketed

list[TradeBin] trade_get_bucketed(bin_size=bin_size, partial=partial, symbol=symbol, filter=filter, columns=columns, count=count, start=start, reverse=reverse, start_time=start_time, end_time=end_time)

Get previous trades in time buckets.

Example

from __future__ import print_function
import time
import swagger_client
from swagger_client.rest import ApiException
from pprint import pprint

# create an instance of the API class
api_instance = swagger_client.TradeApi()
bin_size = '1m' # str | Time interval to bucket by. Available options: [1m,5m,1h,1d]. (optional) (default to 1m)
partial = false # bool | If true, will send in-progress (incomplete) bins for the current time period. (optional) (default to false)
symbol = 'symbol_example' # str | Instrument symbol. Send a bare series (e.g. XBU) to get data for the nearest expiring contract in that series.  You can also send a timeframe, e.g. `XBU:monthly`. Timeframes are `daily`, `weekly`, `monthly`, `quarterly`, and `biquarterly`. (optional)
filter = 'filter_example' # str | Generic table filter. Send JSON key/value pairs, such as `{\"key\": \"value\"}`. You can key on individual fields, and do more advanced querying on timestamps. See the [Timestamp Docs](https://www.bitmex.com/app/restAPI#Timestamp-Filters) for more details. (optional)
columns = 'columns_example' # str | Array of column names to fetch. If omitted, will return all columns.  Note that this method will always return item keys, even when not specified, so you may receive more columns that you expect. (optional)
count = 100 # float | Number of results to fetch. (optional) (default to 100)
start = 0 # float | Starting point for results. (optional) (default to 0)
reverse = false # bool | If true, will sort results newest first. (optional) (default to false)
start_time = '2013-10-20T19:20:30+01:00' # datetime | Starting date filter for results. (optional)
end_time = '2013-10-20T19:20:30+01:00' # datetime | Ending date filter for results. (optional)

try:
    # Get previous trades in time buckets.
    api_response = api_instance.trade_get_bucketed(bin_size=bin_size, partial=partial, symbol=symbol, filter=filter, columns=columns, count=count, start=start, reverse=reverse, start_time=start_time, end_time=end_time)
    pprint(api_response)
except ApiException as e:
    print("Exception when calling TradeApi->trade_get_bucketed: %s\n" % e)

Parameters

Name Type Description Notes
bin_size str Time interval to bucket by. Available options: [1m,5m,1h,1d]. [optional] [default to 1m]
partial bool If true, will send in-progress (incomplete) bins for the current time period. [optional] [default to false]
symbol str Instrument symbol. Send a bare series (e.g. XBU) to get data for the nearest expiring contract in that series. You can also send a timeframe, e.g. `XBU:monthly`. Timeframes are `daily`, `weekly`, `monthly`, `quarterly`, and `biquarterly`. [optional]
filter str Generic table filter. Send JSON key/value pairs, such as `{"key": "value"}`. You can key on individual fields, and do more advanced querying on timestamps. See the Timestamp Docs for more details. [optional]
columns str Array of column names to fetch. If omitted, will return all columns. Note that this method will always return item keys, even when not specified, so you may receive more columns that you expect. [optional]
count float Number of results to fetch. [optional] [default to 100]
start float Starting point for results. [optional] [default to 0]
reverse bool If true, will sort results newest first. [optional] [default to false]
start_time datetime Starting date filter for results. [optional]
end_time datetime Ending date filter for results. [optional]

Return type

list[TradeBin]

Authorization

No authorization required

HTTP request headers

  • Content-Type: application/json, application/x-www-form-urlencoded
  • Accept: application/json, application/xml, text/xml, application/javascript, text/javascript

[Back to top] [Back to API list] [Back to Model list] [Back to README]